PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOCN vs. ASAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCN and ASAN is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

DOCN vs. ASAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalOcean Holdings, Inc. (DOCN) and Asana, Inc. (ASAN). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
3.02%
107.99%
DOCN
ASAN

Key characteristics

Sharpe Ratio

DOCN:

-0.06

ASAN:

0.26

Sortino Ratio

DOCN:

0.27

ASAN:

1.05

Omega Ratio

DOCN:

1.03

ASAN:

1.12

Calmar Ratio

DOCN:

-0.04

ASAN:

0.20

Martin Ratio

DOCN:

-0.26

ASAN:

0.64

Ulcer Index

DOCN:

12.25%

ASAN:

28.14%

Daily Std Dev

DOCN:

49.92%

ASAN:

69.10%

Max Drawdown

DOCN:

-84.78%

ASAN:

-92.17%

Current Drawdown

DOCN:

-73.29%

ASAN:

-83.42%

Fundamentals

Market Cap

DOCN:

$3.48B

ASAN:

$6.02B

EPS

DOCN:

$0.86

ASAN:

-$1.12

Total Revenue (TTM)

DOCN:

$756.56M

ASAN:

$706.68M

Gross Profit (TTM)

DOCN:

$455.33M

ASAN:

$631.70M

EBITDA (TTM)

DOCN:

$223.04M

ASAN:

-$231.04M

Returns By Period

In the year-to-date period, DOCN achieves a -5.18% return, which is significantly lower than ASAN's 24.41% return.


DOCN

YTD

-5.18%

1M

-4.45%

6M

0.12%

1Y

-5.46%

5Y*

N/A

10Y*

N/A

ASAN

YTD

24.41%

1M

71.25%

6M

99.24%

1Y

18.43%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DOCN vs. ASAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalOcean Holdings, Inc. (DOCN) and Asana, Inc. (ASAN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DOCN, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.060.26
The chart of Sortino ratio for DOCN, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.271.05
The chart of Omega ratio for DOCN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.12
The chart of Calmar ratio for DOCN, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.20
The chart of Martin ratio for DOCN, currently valued at -0.26, compared to the broader market0.0010.0020.00-0.260.64
DOCN
ASAN

The current DOCN Sharpe Ratio is -0.06, which is lower than the ASAN Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of DOCN and ASAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.26
DOCN
ASAN

Dividends

DOCN vs. ASAN - Dividend Comparison

Neither DOCN nor ASAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCN vs. ASAN - Drawdown Comparison

The maximum DOCN drawdown since its inception was -84.78%, smaller than the maximum ASAN drawdown of -92.17%. Use the drawdown chart below to compare losses from any high point for DOCN and ASAN. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-73.29%
-83.42%
DOCN
ASAN

Volatility

DOCN vs. ASAN - Volatility Comparison

The current volatility for DigitalOcean Holdings, Inc. (DOCN) is 13.04%, while Asana, Inc. (ASAN) has a volatility of 43.09%. This indicates that DOCN experiences smaller price fluctuations and is considered to be less risky than ASAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.04%
43.09%
DOCN
ASAN

Financials

DOCN vs. ASAN - Financials Comparison

This section allows you to compare key financial metrics between DigitalOcean Holdings, Inc. and Asana, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab